A missing toy armadillo with a connection to Willie Nelson has sparked a search in the New York suburbs.

The Capitol Theatre's general manager says a stuffed armadillo beloved by a member of the country star's crew was stolen from the stage after a Nelson concert last Thursday.

Tom Bailey says grainy video shows a woman walking on to the stage as the crew packs up, boldly grabbing the armadillo and sauntering off with it. The toy is known as Ol' Dillo and is a treasured possession of Nelson's monitor engineer, Aaron Foye.

Mr Bailey said theatre workers have looked through more video in the hope of identifying the woman.

A posting on Nelson's Facebook page asks for help finding the thief. And one comment says: "We hang armadillo thieves in Texas."

Nelson's publicist Elaine Schock told The Journal News she was unaware of Ol' Dillo and did not know it had been stolen.

"When you go to a Willie Nelson show the last thing you notice is an armadillo," she said.